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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Bancorp (FBNC) - NASDAQ Next Earnings Date: OS Estimate: June 3, 2026 AC
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 1.7
Avg Daily Volume: 206,987    Market Cap: 2.4B
Sector: Financial    Short Interest: 4.55
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 22, 2026 AC 1.8 $57.79 @$60.00 $5.42
($57.79)
9.03% 4.25% I 3.04% I $59.55 $5.38
( $59.55 )
-0.74%
Jan. 21, 2026 AC 1.8 $60.50 @$60.00 $5.28
($60.50)
8.8% 2.99% I 0.74% I $60.95 $5.10
( $60.95 )
-3.41%
Oct. 22, 2025 AC 1.9 $48.60 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 1.8 $46.90 @$45.00
April 23, 2025 AC 1.8 $38.65 @$40.00
Jan. 29, 2025 AC 1.6 $43.94 @$45.00
Jan. 22, 2025 AC 1.7 $43.90 @$45.00
April 24, 2024 AC 1.5 $34.50 @$35.00
Jan. 24, 2024 AC 1.5 $35.50 @$35.00
Oct. 25, 2023 AC 1.3 $26.85 @$25.00

 
 
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